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Futures markets, private storage, and price stabilization

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  • Turnovsky, Stephen J.

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  • Turnovsky, Stephen J., 1979. "Futures markets, private storage, and price stabilization," Journal of Public Economics, Elsevier, vol. 12(3), pages 301-327, December.
    • Handle: RePEc:eee:pubeco:v:12:y:1979:i:3:p:301-327
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    Cited by:

    1. Just, Richard E. & Rausser, Gordon C., 1985. "Determination of the predominance of various expectations patterns in commodity futures and spot markets," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt9wv9s614, Department of Agricultural & Resource Economics, UC Berkeley.
    2. Rausser, Gordon C & Carter, Colin, 1983. "Futures Market Efficiency in the Soybean Complex," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 469-478, August.
    3. Patrick Artus, 1990. "Quand la création d'un marché à terme peut-elle déstabiliser le cours au comptant ?," Revue Économique, Programme National Persée, vol. 41(1), pages 71-94.
    4. Just, Richard E. & Rausser, Gordon C., 1983. "Expectations and intertemporal pricing in commodity futures and spot markets," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6655w709, Department of Agricultural & Resource Economics, UC Berkeley.
    5. Lusheng Shao & Derui Wang & Xiaole Wu, 2022. "Competitive trading in forward and spot markets under yield uncertainty," Production and Operations Management, Production and Operations Management Society, vol. 31(9), pages 3400-3418, September.
    6. Diakosavvas, Dimitris & Green, Christopher J., 1998. "Assessing the Impact on Food Security of Alternative Compensatory Financing Schemes: A Simulation Approach with an Application to India," World Development, Elsevier, vol. 26(7), pages 1251-1265, July.
    7. Alessandro Borin & Virginia Di Nino, 2012. "The role of financial investments in agricultural commodity derivatives markets," Temi di discussione (Economic working papers) 849, Bank of Italy, Economic Research and International Relations Area.
    8. Ashish Kumar, 2015. "Impact of Currency Futures on Volatility in Exchange Rate," Paradigm, , vol. 19(1), pages 95-108, June.
    9. Patrick Artus & Claude Jessua, 1996. "La spéculation," Revue Économique, Programme National Persée, vol. 47(3), pages 409-424.
    10. C. W. Morgan, 1999. "Futures Markets and Spot Price Volatility: A Case Study," Journal of Agricultural Economics, Wiley Blackwell, vol. 50(2), pages 247-257, May.
    11. Méndez Parra, Maximiliano, 2015. "Futures prices, trade and domestic supply of agricultural commodities," Economics PhD Theses 0115, Department of Economics, University of Sussex Business School.
    12. Sathye, Milind, 2006. "US Coffee C Futures: Some results from test of cointegration and GARCH," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
    13. Jacks, David S., 2007. "Populists versus theorists: Futures markets and the volatility of prices," Explorations in Economic History, Elsevier, vol. 44(2), pages 342-362, April.
    14. Sarris, Alexander, 1982. "A Theory of the Bias in Futures Markets of Storable Commodities," CUDARE Working Papers 198223, University of California, Berkeley, Department of Agricultural and Resource Economics.

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